+3,269.5%
CLS vs LDOS
+43.9%
+3,225.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.6% | -5.4% | +10.0% | +5.8% |
| 30D | -13.9% | +4.9% | -18.8% | -15.1% |
| 3M | -26.6% | +7.2% | -33.8% | -27.9% |
| 6M | +15.4% | -24.2% | +39.7% | +23.4% |
| YTD | +5.7% | -25.8% | +31.5% | +12.8% |
| 1Y | +41.1% | -24.7% | +65.8% | +49.7% |
| 3Y | +1,228.6% | +39.3% | +1,189.3% | +1,051.0% |
| All | +3,269.5% | +43.9% | +3,225.6% | +2,712.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling